【面板数据异方差】用 igls panels(heteroskedastic)命令后看不到结果。。。。

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命令如下xtreg ROAA NETINTERESTMARGIN INTERBANKRATIO LoanLossResGrossLoans TotalCapitalRatio INFLATIONRATE EconomicGrowth assets dum1 dum2 dum3

Random-effects GLS regression                   Number of obs      =       131
Group variable: BANKID                          Number of groups   =        36

R-sq:  within  = 0.4655                         Obs per group: min =         1
       between = 0.2968                                        avg =       3.6
       overall = 0.3950                                        max =         5

                                                Wald chi2(9)       =     83.48
corr(u_i, X)   = 0 (assumed)                    Prob > chi2        =    0.0000

---------------------------------------------------------------------------------------
                 ROAA |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
----------------------+----------------------------------------------------------------
    NETINTERESTMARGIN |   .0006225   .0334431     0.02   0.985    -.0649246    .0661697
       INTERBANKRATIO |   .0000978   .0001164     0.84   0.401    -.0001303    .0003259
LoanLossResGrossLoans |  -.0637958   .0316681    -2.01   0.044    -.1258642   -.0017274
    TotalCapitalRatio |   .0310364   .0072439     4.28   0.000     .0168387    .0452341
        INFLATIONRATE |  -.0080399   .0052652    -1.53   0.127    -.0183594    .0022796
       EconomicGrowth |   .0454621   .0130292     3.49   0.000     .0199254    .0709988
               assets |   .1786764   .0241872     7.39   0.000     .1312703    .2260826
                 dum1 |  -.5263477    .113741    -4.63   0.000    -.7492761   -.3034194
                 dum2 |  -.3235367   .0670028    -4.83   0.000    -.4548598   -.1922137
                 dum3 |          0  (omitted)
                _cons |  -2.643394   .4849911    -5.45   0.000    -3.593959   -1.692828
----------------------+----------------------------------------------------------------
              sigma_u |  .11887027
              sigma_e |  .10629985
                  rho |  .55565287   (fraction of variance due to u_i)
---------------------------------------------------------------------------------------

.

estimates store GLS

然后 用以下命令
xtgls ROAA NETINTERESTMARGIN INTERBANKRATIO LoanLossResGrossLoans TotalCapitalRatio INFLATIONRATE EconomicGrowth assets dum1 dum2 dum3, igls panels(heteroskedastic)

note: dum3 omitted because of collinearity
Iteration 1: tolerance = .0467729
Iteration 2: tolerance = .03347509
Iteration 3: tolerance = .01869485
Iteration 4: tolerance = .0108125
Iteration 5: tolerance = .68534832
Iteration 6: tolerance = .21327657
Iteration 7: tolerance = .18180912
Iteration 8: tolerance = .09469527
Iteration 9: tolerance = .36291173
Iteration 10: tolerance = .38494036
Iteration 11: tolerance = 1.0288347
Iteration 12: tolerance = .05361449
Iteration 13: tolerance = .07306356
Iteration 14: tolerance = .09438707
Iteration 15: tolerance = .06040905
Iteration 16: tolerance = .047745
Iteration 17: tolerance = .36050205
Iteration 18: tolerance = .36590585
Iteration 19: tolerance = .03593664
Iteration 20: tolerance = .86917372
Iteration 21: tolerance = .00689357
Iteration 22: tolerance = .80715419
Iteration 23: tolerance = .10209278
Iteration 24: tolerance = .02208609
Iteration 25: tolerance = .04683989
Iteration 26: tolerance = .03438379
Iteration 27: tolerance = .44215236
Iteration 28: tolerance = .06749082
Iteration 29: tolerance = .03875244
--more--

。。。。。。。。。。。。。。。。。。。。一直循环下去 我已经看到Iteration 2000多了还是看不到结果 请问有人知道是为什么么？

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关键词：HETERO Panels Panel 面板数据 eros between overall assets groups within

是程序自动选择初始值的问题，请多运行几次即可！

yhw1234 发表于 2014-7-16 07:59
是程序自动选择初始值的问题，请多运行几次即可！

多谢